See what your fund actually adds

Thrivent Small-Mid Cap ESG ETF TSME

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

TSME compared with its replication portfolio
MeasureTSMEReplication
Annualized growth17.2%15.8%
Annualized volatility20.0%17.2%
Sharpe ratio0.890.94
Maximum drawdown24.7%21.5%
Replication fit (R²)0.90 · Tracking error 6.4%

Replication portfolio

The published portfolio below is the investable basket used to model TSME’s historical return behavior.

TSME replication basket weights
TickerBuilding blockWeight
IJHUS Mid Cap47.8%
IJRUS Small Cap23.3%
VBKSmall-Cap · Growth15.6%
MTUMFactor · Momentum13.3%